Hidden Markov models for multivariate functional data

DOI10.1016/J.SPL.2020.108917MaRDI QIDQ2216984zbMATH OpenOpenAlexFDO

Authors Andrea Martino, Giuseppina Guatteri, Anna Maria Paganoni

Publication date 18 December 2020

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2020.108917

zbMATH Keywords

clusteringfunctional datastatistical modeling

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Multivariate distribution of statistics (62H10) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Markov processes: estimation; hidden Markov models (62M05) Functional data analysis (62R10)

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Cites work

• A Maximization Technique Occurring in the Statistical Analysis of Probabilistic Functions of Markov Chains
• Applied functional data analysis. Methods and case studies
• Biological Sequence Analysis
• Clustering functional data
• Error bounds for convolutional codes and an asymptotically optimum decoding algorithm
• Hidden Markov models for time series. An introduction using R
• scientific article; zbMATH DE number 3567782 (Why is no real title available?)
• Inference for functional data with applications
• Nonparametric functional data analysis. Theory and practice.

Cited in

(4)

• Parsimonious hidden Markov models for matrix-variate longitudinal data
• Modelling multi-scale, state-switching functional data with hidden Markov models
• Two hidden Markov models for multiple processes and their contribution to the definition of a postural style
• Functional concurrent hidden Markov model

Describes a project that uses

Uses Software

• R
• fda (R)
• roahd

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